+119.0%
LITE vs PM
+39.6%
+79.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.6% | -14.0% | -21.5% |
| 7D | -44.6% | -3.4% | -41.2% | -45.9% |
| 30D | -55.0% | +5.8% | -60.9% | -52.8% |
| 3M | -38.3% | +6.7% | -45.0% | -34.4% |
| 6M | -48.8% | +19.9% | -68.6% | -42.4% |
| YTD | +38.3% | +27.8% | +10.5% | +82.9% |
| 1Y | +119.0% | +39.4% | +79.6% | +223.8% |
| All | +119.0% | +39.6% | +79.4% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling